+289.0%
GDX vs IONS
+88.4%
+200.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.7% |
| 7D | +4.0% | -5.3% | +9.2% | +4.4% |
| 30D | +9.5% | +0.3% | +9.2% | +9.4% |
| 3M | +25.1% | -22.9% | +48.0% | +27.0% |
| 6M | -2.9% | -23.4% | +20.5% | -1.4% |
| YTD | +14.7% | -28.3% | +43.1% | +17.2% |
| 1Y | +47.4% | -7.0% | +54.5% | +47.8% |
| 3Y | +259.7% | +37.6% | +222.1% | +246.2% |
| 5Y | +227.7% | +53.4% | +174.3% | +212.6% |
| 10Y | +289.0% | +83.9% | +205.0% | +269.9% |
| All | +289.0% | +88.4% | +200.6% | +269.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling